+91.1%
BCI vs SPY
+268.5%
-177.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -2.8% | -0.6% | -2.2% | -2.8% |
| 30D | -6.9% | -3.7% | -3.3% | -6.2% |
| 3M | -0.4% | -2.7% | +2.4% | +0.1% |
| 6M | -1.9% | +2.2% | -4.1% | -2.6% |
| YTD | +24.9% | +10.8% | +14.1% | +21.7% |
| 1Y | +25.9% | +11.2% | +14.7% | +22.5% |
| 3Y | +48.0% | +76.5% | -28.4% | +28.2% |
| 5Y | +55.1% | +72.9% | -17.8% | +34.0% |
| All | +91.1% | +268.5% | -177.4% | +45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling